Frank Windmeijer (2005). A finite sample correction for the variance of linear efficient two-step GMM estimators Journal of Econometrics.
448 key alumni publications
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van Dijk, D., van Dijk, H. and Franses, P.H. (2005). On the dynamics of business cycle analysis; Editors' introduction Journal of Applied Econometrics, 20(2):147--150.
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van Praag, B.M.S. and Baarsma, B. (2005). Using happiness surveys to value intangibles: The case of airport noise Economic Journal, 115(500):224--246.
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Plug, E. and Vijverberg, W. (2005). Does Family Income Matter for Schooling Outcomes? Using Adoption as a Natural Experiment Economic Journal, 115(506):879--906.
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Bovenberg, A. and Jacobs, B. (2005). Redistribution and education subsidies are Siamese twins Journal of Public Economics, 89(11-12):2005--2035.
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Dur, R. and Swank, O. (2005). Producing and Manipulating Information Economic Journal, 115:185--199.
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Boswijk, H. and Doornik, J. (2005). Distribution approximations for cointegration tests with stationary exogenous regressors Journal of Applied Econometrics, 20(6):797--810.
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Kleibergen, F. (2005). Testing Parameters in GMM without assuming that they are identified Econometrica, 73(4):1103--1124.
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Vogelsang, T. and Franses, P.H. (2005). Testing for common deterministic trend slopes Journal of Econometrics, 126(1):1--24.
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Boswijk, H. and Franses, P.H. (2005). On the econometrics of the Bass diffusion model Journal of Business and Economic Statistics, 23(3):255--268.
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Hommes, C., Sonnemans, J., Tuinstra, J. and van de Velden, H. (2005). Coordination of expectations in asset pricing experiments Review of Financial Studies, 18(3):955--980.
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Koopman, S. and Lucas, A. (2005). Business and Default Cycles for Credit Risk Journal of Applied Econometrics, 20:311--323.
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Koopman, S. and Bos, C. (2004). State space models with a common stochastic variance Journal of Business and Economic Statistics, 22(3):346--357.
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Abadir, K. and Lucas, A. (2004). A comparison of minimum MSE and maximum power for the nearly integrated non-Gaussian model Journal of Econometrics, 119(1):45--71.
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Gautier, P. and Teulings, C. (2004). The right man for the job Review of Economic Studies, 71(2):553--580.
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Mastrogiacomo, M., Alessie, R. and Lindeboom, M. (2004). Retirement behaviour of Dutch Elderly households Journal of Applied Econometrics, 19:777--793.
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Bauwens, L., Bos, C.(., van Dijk, H. and van Oest, R.(. (2004). Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods Journal of Econometrics, 123(2):201--225.
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Kleibergen, F. (2004). Invariant Bayesian Inference in Regression Models that is robust against the Jeffreys-Lindleys Paradox Journal of Econometrics, 123(2):227--258.
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Hartmann, P., Straetmans, S. and de Vries, C. (2004). Asset market linkages in crisis periods Review of Economics and Statistics, 81:313--326.
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Goeree, J. and Offerman, T. (2004). The Amsterdam Auction Econometrica, 72(1):281--294.